I've been watching that show for ages. I don't have sky so i haven't really watched all the new episodes. Channel 4 in England plays old episodes which i think are classic and don't compare with the new stuff. But who cares :D
I don't have a favourite episode or character, there all great.
My little brother also collects the Simpson Magazine which is actually quite good. Lots of funny stories. Personally, i think i'm a bigger fan then my brother but i guess he does have the mags watches the latest episode whenever he can &&&& his walls are decorated with Simpson posters!